Implements QR and RQ matrix decomposition functions.
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65
glm/gtx/matrix_factorisation.hpp
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65
glm/gtx/matrix_factorisation.hpp
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/// @ref gtx_matrix_factorisation
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/// @file glm/gtx/matrix_factorisation.hpp
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///
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/// @see core (dependence)
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///
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/// @defgroup gtx_matrix_factorisation GLM_GTX_matrix_factorisation
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/// @ingroup gtx
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///
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/// @brief Functions to factor matrices in various forms
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///
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/// <glm/gtx/matrix_factorisation.hpp> need to be included to use these functionalities.
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#pragma once
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// Dependency:
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#include <algorithm>
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#include "../glm.hpp"
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#ifndef GLM_ENABLE_EXPERIMENTAL
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# error "GLM: GLM_GTX_matrix_factorisation is an experimental extension and may change in the future. Use #define GLM_ENABLE_EXPERIMENTAL before including it, if you really want to use it."
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#endif
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#if GLM_MESSAGES == GLM_MESSAGES_ENABLED && !defined(GLM_EXT_INCLUDED)
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# pragma message("GLM: GLM_GTX_matrix_factorisation extension included")
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#endif
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/*
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Suggestions:
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- Move helper functions flipud and flip lr to another file: They may be helpful in more general circumstances.
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- When rq_decompose is fed a matrix that has more rows than columns, the resulting r matrix is NOT upper triangular. Is that a bug?
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- Implement other types of matrix factorisation, such as: QL and LQ, L(D)U, eigendecompositions, etc...
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*/
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namespace glm{
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/// @addtogroup gtx_matrix_factorisation
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/// @{
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/// Flips the matrix rows up and down.
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/// From GLM_GTX_matrix_factorisation extension.
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_DECL matType<C, R, T, P> flipud(const matType<C, R, T, P>& in);
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/// Flips the matrix columns right and left.
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/// From GLM_GTX_matrix_factorisation extension.
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_DECL matType<C, R, T, P> fliplr(const matType<C, R, T, P>& in);
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/// Performs QR factorisation of a matrix.
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/// Returns 2 matrices, q and r, such that q columns are orthonormal, r is an upper triangular matrix, and q*r=in.
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/// r is a square matrix whose dimensions are the same than the width of the input matrix, and q has the same dimensions than the input matrix.
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/// From GLM_GTX_matrix_factorisation extension.
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_DECL void qr_decompose(matType<std::min(C, R), R, T, P>& q, matType<C, std::min(C, R), T, P>& r, const matType<C, R, T, P>& in);
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/// Performs RQ factorisation of a matrix.
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/// Returns 2 matrices, r and q, such that r is an upper triangular matrix, q rows are orthonormal, and r*q=in.
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/// q has the same dimensions than the input matrix, and r is a square matrix whose dimensions are the same than the height of the input matrix.
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/// From GLM_GTX_matrix_factorisation extension.
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_DECL void rq_decompose(matType<std::min(C, R), R, T, P>& r, matType<C, std::min(C, R), T, P>& q, const matType<C, R, T, P>& in);
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/// @}
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}
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#include "matrix_factorisation.inl"
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74
glm/gtx/matrix_factorisation.inl
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74
glm/gtx/matrix_factorisation.inl
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/// @ref gtx_matrix_factorisation
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/// @file glm/gtx/matrix_factorisation.inl
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namespace glm {
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_QUALIFIER matType<C, R, T, P> flipud(const matType<C, R, T, P>& in) {
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matType<R, C, T, P> tin = transpose(in);
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tin = fliplr(tin);
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matType<C, R, T, P> out = transpose(tin);
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return out;
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}
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_QUALIFIER matType<C, R, T, P> fliplr(const matType<C, R, T, P>& in) {
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constexpr length_t num_cols = C;
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matType<C, R, T, P> out;
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for (length_t i = 0; i < num_cols; i++) {
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out[i] = in[(num_cols - i) - 1];
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}
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return out;
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}
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_QUALIFIER void qr_decompose(matType<std::min(C, R), R, T, P>& q, matType<C, std::min(C, R), T, P>& r, const matType<C, R, T, P>& in) {
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// Uses modified Gram-Schmidt method
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// Source: https://en.wikipedia.org/wiki/Gram<61>Schmidt_process
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// And https://en.wikipedia.org/wiki/QR_decomposition
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for (length_t i = 0; i < std::min(R, C); i++) {
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q[i] = in[i];
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for (length_t j = 0; j < i; j++) {
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q[i] -= dot(q[i], q[j])*q[j];
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}
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q[i] = normalize(q[i]);
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}
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for (length_t i = 0; i < std::min(R, C); i++) {
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for (length_t j = 0; j < i; j++) {
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r[j][i] = 0;
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}
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for (length_t j = i; j < C; j++) {
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r[j][i] = dot(in[j], q[i]);
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}
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}
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}
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template <length_t C, length_t R, typename T, precision P, template<length_t, length_t, typename, precision> class matType>
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GLM_FUNC_QUALIFIER void rq_decompose(matType<std::min(C, R), R, T, P>& r, matType<C, std::min(C, R), T, P>& q, const matType<C, R, T, P>& in) {
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// From https://en.wikipedia.org/wiki/QR_decomposition:
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// The RQ decomposition transforms a matrix A into the product of an upper triangular matrix R (also known as right-triangular) and an orthogonal matrix Q. The only difference from QR decomposition is the order of these matrices.
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// QR decomposition is Gram<61>Schmidt orthogonalization of columns of A, started from the first column.
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// RQ decomposition is Gram<61>Schmidt orthogonalization of rows of A, started from the last row.
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matType<R, C, T, P> tin = transpose(in);
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tin = fliplr(tin);
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matType<R, std::min(C, R), T, P> tr;
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matType<std::min(C, R), C, T, P> tq;
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qr_decompose(tq, tr, tin);
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tr = fliplr(tr);
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r = transpose(tr);
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r = fliplr(r);
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tq = fliplr(tq);
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q = transpose(tq);
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}
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} //namespace glm
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